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Applied Econometrics with R

Applied Econometrics with R

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This book provides an introduction to the R system for users with a background in economics. It covers a variety of regression models (beginning with the classical linear regression model estimated by ordinary least quares, ) regression diagnostics and robustness issues, the nonlinear models of microeconomics (Logit, Probit, Tobit, and further models), time series and time series econometrics (including unit roots and cointegration)

Author: Christian Kleiber, Achim Zeileis
Publisher: Springer
Published: 09/01/2008
Pages: 222
Binding Type: Paperback
Weight: 0.75lbs
Size: 9.00h x 6.10w x 0.50d
ISBN: 9780387773162

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